+183.7%
NOK vs EXC
+21.1%
+162.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.2% |
| 7D | +7.3% | +1.2% | +6.0% | +7.2% |
| 30D | +13.8% | -2.7% | +16.5% | +13.9% |
| 3M | -27.0% | -1.0% | -26.0% | -27.3% |
| 6M | +37.6% | -9.3% | +46.9% | +38.8% |
| YTD | +64.6% | +3.6% | +61.0% | +62.5% |
| 1Y | +132.0% | +5.9% | +126.1% | +127.8% |
| 3Y | +183.7% | +21.3% | +162.4% | +156.8% |
| All | +183.7% | +21.1% | +162.6% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling